nshen7 / alpha-gfnLinks
A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemented in Python&PyTorch.
☆89Updated 2 months ago
Alternatives and similar repositories for alpha-gfn
Users that are interested in alpha-gfn are comparing it to the libraries listed below
Sorting:
- ☆121Updated 11 months ago
- ☆60Updated 8 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆160Updated last year
- ☆135Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆95Updated 6 months ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆307Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25…☆136Updated 2 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆68Updated 2 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆66Updated 4 years ago
- ☆32Updated 2 years ago
- quantitative investment; genetic algorithm; data mining☆27Updated last year
- AlphaAgent is an autonomous alpha mining framework.☆111Updated 5 months ago
- Stock factor mining with CNN and GRU.☆70Updated 2 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆48Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- An end-to-end stock factors mining neural network framework.☆48Updated 2 years ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆140Updated last year
- 基于基因表达式规划算法的因子挖掘☆34Updated 4 years ago
- ☆115Updated 6 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆205Updated 2 years ago
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with L…☆94Updated 7 months ago
- ☆55Updated 10 months ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆64Updated last year
- alpha投研示例☆87Updated 3 months ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆124Updated 5 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆129Updated 2 years ago
- Implementation of "AlphaQCM: Alpha Discovery in Finance with Distributional Reinforcement Learning"☆85Updated 4 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆121Updated last year